You will be hearing more about this on The Channel 3 News tonight at 6 p.m. From what I can gather, if your Anti Virus programs are up to date, you need not worry. I think they also mentioned somewhere also your Windows Updates. Below is a link where you can read for yourself what they are saying:
http://www.microsoft.com/protect/computer/viruses/worms/conficker.mspx (http://www.microsoft.com/protect/computer/viruses/worms/conficker.mspx)